Matches in Harvard for { <http://id.lib.harvard.edu/aleph/008202099/catalog> ?p ?o. }
Showing items 1 to 26 of
26
with 100 items per page.
- catalog abstract ""The goal of this book is to provide a rigorous foundation for the theory and practice of subsampling. The asymptotic consistency of subsampling distribution estimation is shown under extremely weak conditions, including cases where the bootstrap fails. Consistent estimation of the sampling distribution of a statistic allows for the construction of asymptotically valid inferential procedures, such as confidence intervals and hypothesis tests. The crux of the method relies on recomputing a statistic over appropriate subsamples of the data, and using these recomputed values to build up a sampling distribution." "Readers are assumed to have a background roughly equivalent to a first-year graduate course in theoretical statistics. A large number of examples should make the book of interest to graduate students, researchers, and practitioners alike."--Jacket.".
- catalog contributor b11408877.
- catalog contributor b11408878.
- catalog contributor b11408879.
- catalog contributor b11408880.
- catalog created "1999.".
- catalog date "1999".
- catalog date "1999.".
- catalog dateCopyrighted "1999.".
- catalog description ""Readers are assumed to have a background roughly equivalent to a first-year graduate course in theoretical statistics. A large number of examples should make the book of interest to graduate students, researchers, and practitioners alike."--Jacket.".
- catalog description ""The goal of this book is to provide a rigorous foundation for the theory and practice of subsampling. The asymptotic consistency of subsampling distribution estimation is shown under extremely weak conditions, including cases where the bootstrap fails. Consistent estimation of the sampling distribution of a statistic allows for the construction of asymptotically valid inferential procedures, such as confidence intervals and hypothesis tests. The crux of the method relies on recomputing a statistic over appropriate subsamples of the data, and using these recomputed values to build up a sampling distribution."".
- catalog description "1. Bootstrap Sampling Distributions -- 2. Subsampling in the I.I.D. Case -- 3. Subsampling for Stationary Time Series -- 4. Subsampling for Nonstationary Time Series -- 5. Subsampling for Random Fields -- 6. Subsampling Marked Point Processes -- 7. Confidence Sets for General Parameters -- 8. Subsampling with Unknown Convergence Rate -- 9. Choice of the Block Size -- 10. Extrapolation, Interpolation, and Higher-Order Accuracy -- 11. Subsampling the Mean with Heavy Tails -- 12. Subsampling the Autoregressive Parameter -- 13. Subsampling Stock Returns -- App. A. Some Results on Mixing -- App. B. A General Central Limit Theorem.".
- catalog description "Includes bibliographical references and index.".
- catalog extent "xv, 347 p. ;".
- catalog identifier "0387988548 (alk. paper)".
- catalog isPartOf "Springer series in statistics".
- catalog issued "1999".
- catalog issued "1999.".
- catalog language "eng".
- catalog publisher "New York : Springer,".
- catalog subject "519.5/44 21".
- catalog subject "Bootstrap (Statistics)".
- catalog subject "QA276.7 .P646 1999".
- catalog tableOfContents "1. Bootstrap Sampling Distributions -- 2. Subsampling in the I.I.D. Case -- 3. Subsampling for Stationary Time Series -- 4. Subsampling for Nonstationary Time Series -- 5. Subsampling for Random Fields -- 6. Subsampling Marked Point Processes -- 7. Confidence Sets for General Parameters -- 8. Subsampling with Unknown Convergence Rate -- 9. Choice of the Block Size -- 10. Extrapolation, Interpolation, and Higher-Order Accuracy -- 11. Subsampling the Mean with Heavy Tails -- 12. Subsampling the Autoregressive Parameter -- 13. Subsampling Stock Returns -- App. A. Some Results on Mixing -- App. B. A General Central Limit Theorem.".
- catalog title "Subsampling / Dimitris N. Politis, Joseph P. Romano, Michael Wolf.".
- catalog type "text".